Department of Economics and Business Economics

Mikko Pakkanen

  1. Published

    An approximative method of simulating a duel. / Lappi, Esa; Pakkanen, Mikko S.; Åkesson, Bernt.

    Proceedings of the 2012 Winter Simulation Conference (WSC). 2012.

    Research output: Contribution to book/anthology/report/proceedingArticle in proceedingsResearchpeer-review

  2. Published

    Arbitrage without borrowing or short selling. / Lukkarinen, Jani; Pakkanen, Mikko.

    In: Mathematics and Financial Economics, Vol. 11, No. 3, 2017, p. 263–274.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. Published

    Arbitrage without borrowing or short selling? / Pakkanen, Mikko; Lukkarinen, Jani.

    Aarhus : Institut for Økonomi, Århus Universitet, 2016.

    Research output: Working paperResearch

  4. Published

    Assessing Relative Volatility/Intermittency/Energy Dissipation. / Barndorff-Nielsen, Ole E.; Pakkanen, Mikko; Schmiegel, Jürgen.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paperResearch

  5. Published

    Assessing relative volatility/intermittency/energy dissipation. / Barndorff-Nielsen, Ole E.; Pakkanen, Mikko S.; Schmiegel, Jürgen.

    In: Electronic Journal of Statistics, Vol. 8, No. 2, 2014, p. 1996-2021.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. Published

    Asymptotic theory for Brownian semi-stationary processes with application to turbulence. / Corcuera, José Manuel; Hedevang, Emil; Pakkanen, Mikko S.; Podolskij, Mark.

    In: Stochastic Processes and Their Applications, Vol. 123, No. 7, 2013, p. 2552-2574.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  7. Published

    Brownian semistationary processes and conditional full support. / Pakkanen, Mikko S.

    In: International Journal of Theoretical and Applied Finance, Vol. 14, No. 4, 2011, p. 579-586.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  8. Published

    Discretization of Lévy semistationary processes with application to estimation. / Bennedsen, Mikkel; Lunde, Asger; Pakkanen, Mikko.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paperResearch

  9. Published

    Erratum : On the positivity of Riemann-Stieltjes integrals (Bulletin of the Australian Mathematical Society (2013) 87 (400-405)). / Lukkarinen, Jani; Pakkanen, Mikko S.

    In: Bulletin of the Australian Mathematical Society, Vol. 89, 01.01.2014.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearch

  10. Published

    Functional limit theorems for generalized variations of the fractional Brownian sheet. / Pakkanen, Mikko; Réveillac, Anthony.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paperResearch

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